Factor dimension determination for panel interactive effects models: an orthogonal projection approach.

Fri, 01 Jan 2021 00:00:00 +0100

Cheng Hsiao, Yimeng Xie, Qiankun Zhou:
Factor dimension determination for panel interactive effects models: an orthogonal projection approach. Comput. Stat. 36(2): 1481-1497 (2021)